-20.1%
GFS vs AMDL
+102.5%
-122.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -17.6% | +14.9% | +1.1% |
| 7D | +7.4% | +37.2% | -29.8% | -0.9% |
| 30D | -15.3% | -24.0% | +8.8% | -13.5% |
| 3M | -21.1% | -1.0% | -20.1% | -25.1% |
| 6M | -44.5% | -3.2% | -41.3% | -48.3% |
| YTD | +19.2% | +232.2% | -213.0% | -18.6% |
| 1Y | +27.2% | +137.7% | -110.5% | -7.8% |
| All | -20.1% | +102.5% | -122.6% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMDL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling